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## Resnick, Sidney Ira

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 Author ID: resnick.sidney-i Published as: Resnick, S.; Resnick, S. I.; Resnick, Sidney; Resnick, Sidney I. Homepage: https://stat.cornell.edu/people/field-faculty/sidney-resnick External Links: MGP · ORCID · dblp
 Documents Indexed: 184 Publications since 1970, including 7 Books
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#### Co-Authors

 26 single-authored 20 de Haan, Laurens 19 Samorodnitsky, Gennady Pinkhosovich 17 Davis, Richard A. 8 Stărică, Cătălin 6 Das, Bikramjit 6 Feigin, Paul David 6 Roy, Rishin 6 Wang, Tiandong 5 Balkema, August A. 5 Goldie, Charles M. 5 Klüppelberg, Claudia 5 Mitra, Abhimanyu 5 Rootzén, Holger 4 Brockwell, Peter J. 4 Maller, Ross Arthur 4 Maulik, Krishanu 4 Mikosch, Thomas 3 Ballerini, Rocco 3 Heath, David C. 3 Wan, Phyllis 3 Zeber, David 2 Brown, Bruce M. 2 D’Auria, Bernardo 2 de Vries, Casper George 2 Durrett, Richard Timothy 2 Gani, Joseph Mark 2 Ghosh, Souvik 2 Harrison, John Michael 2 Heffernan, Janet E. 2 Ipsen, Yuguang F. 2 Kinoshita, Kengo 2 Kratz, Marie-France 2 López-Oliveros, Luis 2 Mulrow, Edward 2 Neuts, Marcel Fernand 2 Roy, Joyjit 2 Rubinovitch, Michael 2 van den Berg, Eric 2 Willekens, Eric 2 Xue, Fang 1 Barndorff-Nielsen, Ole Eiler 1 Borkovec, Milan 1 Buchmann, Boris 1 Cline, Daren B. H. 1 Cohen, Jason 1 Dasgupta, Amites 1 Drees, Holger 1 Embrechts, Paul 1 Gabaix, Xavier 1 Geluk, Jaap L. 1 Gilbert, Anna C. 1 Greenwood, Priscilla E. 1 Guérin, Charles-Antoine 1 Hernandez-Campos, Felix 1 Jeffay, Kevin 1 Kulkarni, Vidyadhar G. 1 Laibson, David 1 Larsson, Martin 1 Lehtomaa, Jaakko 1 Li, Deyuan 1 Li, Hongyi 1 Lindskog, Filip 1 Marengo, James E. 1 Marron, James Stephen 1 McBeth, Douglas W. 1 Nyberg, Henri 1 Omey, Edward 1 Pacheco-Santiago, N. 1 Park, Cheolwoo 1 Perrin, Olivier 1 Rachev, Svetlozar T. 1 Stegeman, Alwin 1 Subramanian, Ajay 1 Tomkins, R. James 1 Towsley, Donald Fred 1 Tweedie, Richard Lewis 1 Willinger, Walter 1 Willis, Amy D.
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#### Serials

 21 Advances in Applied Probability 21 Stochastic Processes and their Applications 20 Journal of Applied Probability 15 Communications in Statistics. Stochastic Models 15 Extremes 13 The Annals of Applied Probability 12 The Annals of Probability 10 Stochastic Models 5 Bernoulli 4 The Annals of Statistics 3 Mathematics of Operations Research 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 The Australian Journal of Statistics 2 Journal of Multivariate Analysis 2 Proceedings of the London Mathematical Society. Third Series 2 Queueing Systems 2 Stochastic Systems 2 Springer Series in Operations Research and Financial Engineering 1 Journal of Economic Theory 1 Management Science 1 The Mathematical Scientist 1 Naval Research Logistics 1 Operations Research 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 Journal of Applied Mathematics and Stochastic Analysis 1 Economics Letters 1 Journal of the Australian Mathematical Society. Series A 1 Journal of the Royal Statistical Society. Series B 1 Journal of Mathematical Sciences (New York) 1 Methodology and Computing in Applied Probability 1 Journal of the Australian Mathematical Society 1 North American Actuarial Journal 1 Stochastics 1 Electronic Journal of Statistics 1 Probability Surveys 1 Modern Birkhäuser Classics
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#### Fields

 158 Probability theory and stochastic processes (60-XX) 81 Statistics (62-XX) 25 Operations research, mathematical programming (90-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Combinatorics (05-XX) 6 Measure and integration (28-XX) 4 Real functions (26-XX) 3 Computer science (68-XX) 2 General and overarching topics; collections (00-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Numerical analysis (65-XX) 1 Systems theory; control (93-XX)

#### Citations contained in zbMATH Open

171 Publications have been cited 4,949 times in 2,825 Documents Cited by Year
Extreme values, regular variation, and point processes. Zbl 0633.60001
Resnick, Sidney I.
1987
Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029
Resnick, Sidney I.
2007
Adventures in stochastic processes. Zbl 0762.60002
Resnick, Sidney I.
1992
Limit theory for moving averages of random variables with regularly varying tail probabilities. Zbl 0562.60026
Davis, Richard; Resnick, Sidney
1985
Point processes, regular variation and weak convergence. Zbl 0597.60048
Resnick, Sidney I.
1986
Limit theory for multivariate sample extremes. Zbl 0375.60031
de Haan, Laurens; Resnick, Sidney I.
1977
Limit theory for the sample covariance and correlation functions of moving averages. Zbl 0605.62092
Davis, Richard; Resnick, Sidney
1986
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
2008
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin
2002
Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097
Resnick, Sidney I.
1997
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
2003
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G.
1989
Extreme values of independent stochastic processes. Zbl 0384.60055
Brown, Bruce M.; Resnick, Sidney I.
1977
Birth, immigration and catastrophe processes. Zbl 0496.92007
Brockwell, P. J.; Gani, J.; Resnick, S. I.
1982
Limit laws for record values. Zbl 0253.60028
Resnick, Sidney I.
1973
Tail estimates motivated by extreme value theory. Zbl 0555.62035
Davis, Richard; Resnick, Sidney
1984
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
2000
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
2007
A bivariate stable characterization and domains of attraction. Zbl 0409.62038
Resnick, Sidney; Greenwood, Priscilla
1979
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
1995
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
2004
Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91530
Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady
1999
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
1996
A probability path. Zbl 0944.60002
Resnick, Sidney I.
1999
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
1996
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
1998
Moving averages with random coefficients and random coefficient autoregressive models. Zbl 0747.60062
Resnick, Sidney I.; Willekens, Eric
1991
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
2002
Functional limit theorems for dependent variables. Zbl 0398.60024
Durrett, Richard; Resnick, Sidney I.
1978
Basic properties and prediction of max-ARMA processes. Zbl 0716.62098
Davis, Richard A.; Resnick, Sidney I.
1989
Max-infinite divisibility. Zbl 0366.60025
Balkema, A. A.; Resnick, S. I.
1977
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
1997
Lévy processes. Theory and applications. Zbl 0961.00012
Barndorff-Nielsen, Ole E. (ed.); Mikosch, Thomas (ed.); Resnick, Sidney I. (ed.)
2001
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
1998
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
1993
The stationary distribution and first exit probabilities of a storage process with general release rule. Zbl 0381.60092
Harrison, J. Michael; Resnick, Sidney I.
1976
More limit theory for the sample correlation function of moving averages. Zbl 0572.62075
Davis, Richard; Resnick, Sidney
1985
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
2014
Storage processes with general release rule and additive inputs. Zbl 0482.60087
Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L.
1982
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
1998
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution. Zbl 0657.60028
Davis, Richard; Resnick, Sidney
1988
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
1997
Almost sure stability of maxima. Zbl 0258.60025
Resnick, Sidney I.; Tomkins, R. J.
1973
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
2011
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028
Goldie, Charles M.; Resnick, Sidney
1988
Domains of attraction and regular variation in $${\mathbb{R}}^ d$$. Zbl 0536.60027
de Haan, Laurens; Omey, E.; Resnick, Sidney I.
1984
On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056
Resnick, Sidney
2004
Record values and maxima. Zbl 0261.60024
Resnick, Sidney I.
1973
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
2013
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
2005
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
1997
A simple asymptotic estimate for the index of a stable distribution. Zbl 0422.62017
De Haan, Laurens; Resnick, Sidney I.
1980
Prediction of stationary max-stable processes. Zbl 0779.60048
Davis, Richard A.; Resnick, Sidney I.
1993
Tail equivalence and its applications. Zbl 0217.49903
Resnick, S. I.
1971
Random usc functions, max-stable processes and continuous choice. Zbl 0731.60079
Resnick, Sidney I.; Roy, Rishin
1991
Extremes of moving averages of random variables with finite endpoint. Zbl 0726.60038
Davis, Richard A.; Resnick, Sidney I.
1991
Weak convergence to extremal processes. Zbl 0322.60024
Resnick, Sidney I.
1975
The structure of extremal processes. Zbl 0262.60062
Resnick, Sidney I.; Rubinovitch, Michael
1973
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, Sidney
2004
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
2003
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
2000
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
1999
Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
1997
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
2011
Densities with Gaussian tails. Zbl 0789.60010
Balkema, A. A.; Klüppelberg, C.; Resnick, S. I.
1993
Weak convergence with random indices. Zbl 0368.60028
Durrett, Richard T.; Resnick, Sidney I.
1977
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
2009
Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036
Maller, R. A.; Resnick, S. I.
1984
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
2008
Local limit theorems for sample extremes. Zbl 0485.60017
de Haan, Laurens; Resnick, Sidney I.
1982
Derivatives of regularly varying functions in $$R^d$$ and domains of attraction of stable distributions. Zbl 0398.60013
De Haan, Laurens; Resnick, Sidney I.
1979
Limit distributions for linear programming time series estimators. Zbl 0819.62070
Feigin, Paul D.; Resnick, Sidney I.
1994
Records in a partially ordered set. Zbl 0678.60001
Goldie, Charles M.; Resnick, Sidney
1989
The convex hull of a random sample in $${\mathbb{R}}^ 2$$. Zbl 0621.60014
Davis, R.; Mulrow, E.; Resnick, S.
1987
Records from improving populations. Zbl 0584.62149
Ballerini, Rocco; Resnick, Sidney
1985
Growth rates of sample covariances of stationary symmetric $$\alpha$$-stable processes associated with null recurrent Markov chains. Zbl 0995.62083
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
2000
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
1995
Records in the presence of a linear trend. Zbl 0652.62091
Ballerini, Rocco; Resnick, Sidney I.
1987
Inverses of extremal processes. Zbl 0285.60028
Resnick, Sidney I.
1974
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
2016
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
2008
How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
1999
Embedding sequences of successive maxima in extremal processes, with applications. Zbl 0633.60046
Ballerini, Rocco; Resnick, Sidney I.
1987
Extremal processes and record value times. Zbl 0284.60025
Resnick, Sidney I.
1973
Hidden regular variation and detection of hidden risks. Zbl 1230.91080
Mitra, Abhimanyu; Resnick, Sidney I.
2011
A discussion on mean excess plots. Zbl 1195.62068
Ghosh, Souvik; Resnick, Sidney
2010
Data network models of burstiness. Zbl 1103.90029
d’Auria, Bernardo; Resnick, Sidney I.
2006
Multivariate subexponential distributions. Zbl 0751.62025
Cline, Daren B. H.; Resnick, Sidney I.
1992
Conjugate $$\pi$$-variation and process inversion. Zbl 0428.60033
De Haan, Laurens; Resnick, Sidney I.
1979
The recurrence classification of risk and storage processes. Zbl 0397.90033
Harrison, J. Michael; Resnick, Sidney I.
1978
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
2015
The influence of dependence on data network models. Zbl 1157.90349
D’Auria, Bernardo; Resnick, Sidney I.
2008
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
2006
Point processes associated with stationary stable processes. Zbl 1074.60058
2004
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
2003
Steady-state distribution of the buffer content for $$\text{M}/\text{G}/\infty$$ input fluid queues. Zbl 0994.60085
2001
Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107
Resnick, Sidney I.
1998
Transition kernels and the conditional extreme value model. Zbl 1311.60059
Resnick, Sidney I.; Zeber, David
2014
Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061
Resnick, Sidney I.; Zeber, David
2013
Degree growth rates and index estimation in a directed preferential attachment model. Zbl 1443.60078
Wang, Tiandong; Resnick, Sidney I.
2020
Trimmed Lévy processes and their extremal components. Zbl 1452.60030
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
2020
Consistency of Hill estimators in a linear preferential attachment model. Zbl 1432.60056
Wang, Tiandong; Resnick, Sidney I.
2019
Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041
Ipsen, Yuguang; Maller, Ross; Resnick, Sidney
2019
Processes of $$r^{th}$$ largest. Zbl 1403.60025
Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
2018
Multivariate regular variation of discrete mass functions with applications to preferential attachment networks. Zbl 1401.28006
Wang, Tiandong; Resnick, Sidney I.
2018
Fitting the linear preferential attachment model. Zbl 1387.62074
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I.
2017
Asymptotic normality of in- and out-degree counts in a preferential attachment model. Zbl 1367.05091
Wang, Tiandong; Resnick, Sidney I.
2017
Hidden regular variation under full and strong asymptotic dependence. Zbl 1381.28005
Das, Bikramjit; Resnick, Sidney I.
2017
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model. Zbl 1343.60138
Samorodnitsky, Gennady; Resnick, Sidney; Towsley, Don; Davis, Richard; Willis, Amy; Wan, Phyllis
2016
The impact of competition on prices with numerous firms. Zbl 1371.91064
Gabaix, Xavier; Laibson, David; Li, Deyuan; Li, Hongyi; Resnick, Sidney; de Vries, Casper G.
2016
Asymptotic normality of degree counts in a preferential attachment model. Zbl 1426.05152
2016
Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks. Zbl 1345.60118
2015
Models with hidden regular variation: generation and detection. Zbl 1346.60073
Das, Bikramjit; Resnick, Sidney I.
2015
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
2014
Transition kernels and the conditional extreme value model. Zbl 1311.60059
Resnick, Sidney I.; Zeber, David
2014
A probability path. Reprint of the 2005 edition. Zbl 1280.60001
Resnick, Sidney I.
2014
Hidden regular variation of moving average processes with heavy-tailed innovations. Zbl 1334.60049
Resnick, Sidney I.; Roy, Joyjit
2014
Living on the multidimensional edge: Seeking hidden risks using regular variation. Zbl 1276.60041
Das, Bikramjit; Mitra, Abhimanyu; Resnick, Sidney
2013
Asymptotics of Markov kernels and the tail chain. Zbl 1270.60061
Resnick, Sidney I.; Zeber, David
2013
Modeling multiple risks: hidden domain of attraction. Zbl 1286.62044
Mitra, Abhimanyu; Resnick, Sidney I.
2013
Clustering of Markov chain exceedances. Zbl 1284.60106
Resnick, Sidney I.; Zeber, David
2013
Extremal dependence measure and extremogram: the regularly varying case. Zbl 1329.60153
2012
Conditioning on an extreme component: model consistency with regular variation on cones. Zbl 1284.60103
Das, Bikramjit; Resnick, Sidney I.
2011
Detecting a conditional extreme value model. Zbl 1226.60078
Das, Bikramjit; Resnick, Sidney I.
2011
Hidden regular variation and detection of hidden risks. Zbl 1230.91080
Mitra, Abhimanyu; Resnick, Sidney I.
2011
Extremal dependence analysis of network sessions. Zbl 1329.62234
López-Oliveros, Luis; Resnick, Sidney I.
2011
Modeling total expenditure on warranty claims. Zbl 1238.90051
Mitra, Abhimanyu; Resnick, Sidney I.
2011
A discussion on mean excess plots. Zbl 1195.62068
Ghosh, Souvik; Resnick, Sidney
2010
Aggregation of rapidly varying risks and asymptotic independence. Zbl 1181.60019
Mitra, Abhimanyu; Resnick, Sidney I.
2009
Extreme values, regular variation and point processes. Reprint of the 1987 original. Zbl 1136.60004
Resnick, Sidney I.
2008
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
2008
The Pareto copula, aggregation of risks, and the emperor’s socks. Zbl 1144.62037
Klüppelberg, Claudia; Resnick, Sidney I.
2008
The influence of dependence on data network models. Zbl 1157.90349
D’Auria, Bernardo; Resnick, Sidney I.
2008
QQ plots, random sets and data from a heavy tailed distribution. Zbl 1136.62007
Das, B.; Resnick, S. I.
2008
Warranty claims modeling. Zbl 1153.90501
2008
Heavy-tail phenomena. Probabilistic and statistical modeling. Zbl 1152.62029
Resnick, Sidney I.
2007
Limit laws for random vectors with an extreme component. Zbl 1125.60049
Heffernan, Janet E.; Resnick, Sidney I.
2007
Data network models of burstiness. Zbl 1103.90029
d’Auria, Bernardo; Resnick, Sidney I.
2006
Activity rates with very heavy tails. Zbl 1090.60075
Mikosch, Thomas; Resnick, Sidney
2006
Hidden regular variation and the rank transform. Zbl 1073.60057
Heffernan, Janet; Resnick, Sidney
2005
Extremal dependence: internet traffic applications. Zbl 1061.62077
Hernandez-Campos, Felix; Jeffay, Kevin; Park, Cheolwoo; Marron, J. S.; Resnick, Sidney I.
2005
Characterizations and examples of hidden regular variation. Zbl 1088.62066
Maulik, Krishanu; Resnick, Sidney
2004
On the foundations of multivariate heavy-tail analysis. Zbl 1049.62056
Resnick, Sidney
2004
The extremal dependence measure and asymptotic independence. Zbl 1054.62063
Resnick, Sidney
2004
Point processes associated with stationary stable processes. Zbl 1074.60058
2004
Hidden regular variation, second order regular variation and asymptotic independence. Zbl 1035.60053
Resnick, Sidney
2003
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
2003
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
2003
Domains of attraction for exponential families. Zbl 1075.60502
Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I.
2003
Small and large time scale analysis of a network traffic model. Zbl 1013.90047
Maulik, Krishanu; Resnick, Sidney
2003
The self-similar and multifractal nature of a network traffic model. Zbl 1138.60316
Maulik, Krishanu; Resnick, Sidney
2003
Limits of on/off hierarchical product models for data transmission. Zbl 1042.90004
2003
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootzén, Holger; Stegeman, Alwin
2002
Asymptotic independent and a network traffic model. Zbl 1090.90017
Maulik, Krishanu; Resnick, Sidney; Rootzén, Holger
2002
A single channel on/off model with TCP-like control. Zbl 1015.60087
Borkovec, Milan; Dasgupta, Amites; Resnick, Sidney; Samorodnitsky, Gennady
2002
Lévy processes. Theory and applications. Zbl 0961.00012
Barndorff-Nielsen, Ole E. (ed.); Mikosch, Thomas (ed.); Resnick, Sidney I. (ed.)
2001
Steady-state distribution of the buffer content for $$\text{M}/\text{G}/\infty$$ input fluid queues. Zbl 0994.60085
2001
How to make a Hill plot. Zbl 1106.62333
Drees, Holger; de Haan, Laurens; Resnick, Sidney
2000
Self-similar communication models and very heavy tails. Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
2000
Growth rates of sample covariances of stationary symmetric $$\alpha$$-stable processes associated with null recurrent Markov chains. Zbl 0995.62083
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
2000
Sample correlation behavior for the heavy tailed general bilinear process. Zbl 0955.60028
Resnick, Sidney; van den Berg, Eric
2000
The maximum of the periodogram for a heavy-tailed sequence. Zbl 1044.62097
Mikosch, Thomas; Resnick, Sidney; Samorodnitsky, Gennady
2000
A heavy traffic approximation for workload processes with heavy tailed service requirements. Zbl 1232.90133
2000
A test for nonlinearity of time series with infinite variance. Zbl 0971.62049
Resnick, Sidney; Van den Berg, Eric
2000
Extreme value theory as a risk management tool. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91530
Embrechts, Paul; Resnick, Sidney I.; Samorodnitsky, Gennady
1999
A probability path. Zbl 0944.60002
Resnick, Sidney I.
1999
Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues. Zbl 0997.60111
1999
How misleading can sample ACFs of stable MAs be? (Very!). Zbl 0959.62076
Resnick, Sidney; Samorodnitsky, Gennady; Xue, Fang
1999
Pitfalls of fitting autoregressive models for heavy-tailed time series. Zbl 0933.62087
Feigin, Paul D.; Resnick, Sidney I.
1999
How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. Zbl 1059.60505
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
1999
Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028
Resnick, Sidney; Stărică, Cătălin
1999
Limit laws for exponential families. Zbl 0939.62020
Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I.
1999
Heavy tails and long range dependence in on/off processes and associated fluid models. Zbl 0981.60092
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
1998
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
1998
On asymptotic mormality of the Hill estimator. Zbl 1002.60519
de Haan, Laurens; Resnick, Sidney
1998
Why non-linearities can ruin the heavy-tailed modeler’s day. Zbl 0954.62107
Resnick, Sidney I.
1998
Sample correlations of infinite variance time series models: An empirical and theoretical study. Zbl 0919.62104
Cohen, Jason; Resnick, Sidney; Samorodnitsky, Gennady
1998
Heavy tailed hidden semi-Markov models. Zbl 0933.60099
Resnick, Sidney; Subramanian, Ajay
1998
Heavy tail modeling and teletraffic data. (With discussions and rejoinder). Zbl 0942.62097
Resnick, Sidney I.
1997
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
1997
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
1997
Patterns of buffer overflow in a class of queues with long memory in the input stream. Zbl 0905.60070
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady
1997
Performance decay in a single server exponential queueing model with long range dependence. Zbl 0890.90066
1997
Linear programming estimators and bootstrapping for heavy tailed phenomena. Zbl 0884.62094
Feigin, Paul D.; Resnick, Sidney I.
1997
Limit theory for bilinear processes with heavy-tailed noise. Zbl 0879.60053
Davis, Richard A.; Resnick, Sidney I.
1996
The qq-estimator and heavy tails. Zbl 0887.62025
Kratz, Marie; Resnick, Sidney I.
1996
Second-order regular variation and rates of convergence in extreme-value theory. Zbl 0862.60039
de Haan, Laurens; Resnick, Sidney
1996
Parameter estimation for moving averages with positive innovations. Zbl 0881.62093
Feigin, Paul D.; Kratz, Marie F.; Resnick, Sidney I.
1996
Ordered independent scattering. Zbl 0873.60037
Goldie, Charles M.; Resnick, Sidney
1996
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
1995
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
1995
Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035
Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin
1995
Limit distributions for linear programming time series estimators. Zbl 0819.62070
Feigin, Paul D.; Resnick, Sidney I.
1994
Estimating the home range. Zbl 0811.60006
de Haan, L.; Resnick, Sidney
1994
Superextremal processes, max-stability and dynamic continuous choice. Zbl 0809.60064
Resnick, Sidney I.; Roy, Rishin
1994
Super-extremal processes and the argmax process. Zbl 0821.60055
Resnick, Sidney I.; Roy, Rishin
1994
Stability of random sets generated by multivariate samples. Zbl 0804.60011
McBeth, Douglas; Resnick, Sidney
1994
Estimating the limit distribution of multivariate extremes. Zbl 0777.62036
de Haan, L.; Resnick, Sidney I.
1993
...and 71 more Documents
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#### Cited by 2,871 Authors

 80 Resnick, Sidney Ira 65 Hashorva, Enkelejd 58 Samorodnitsky, Gennady Pinkhosovich 53 Mikosch, Thomas 42 de Haan, Laurens 36 Klüppelberg, Claudia 31 Davis, Richard A. 26 Falk, Michael 25 Peng, Liang 25 Peng, Zuoxiang 22 Nadarajah, Saralees 21 Asmussen, Søren 21 Segers, Johan 21 Stoev, Stilian A. 21 Tang, Qihe 20 Zhang, Zhijun 19 Hüsler, Jürg 19 Kabluchko, Zakhar A. 19 Surgailis, Donatas 18 Rachev, Svetlozar T. 18 Soulier, Philippe 16 Embrechts, Paul 15 Das, Bikramjit 15 Drees, Holger 15 Tawn, Jonathan A. 14 Dombry, Clément 14 Fasen, Vicky 14 Fougères, Anne-Laure 14 Hu, Taizhong 14 Kokoszka, Piotr S. 14 McCormick, William P. 14 Meerschaert, Mark M. 14 Schlather, Martin 14 Zwart, Bert P. 13 Basrak, Bojan 13 Dębicki, Krzysztof 13 Girard, Stéphane 13 Maller, Ross Arthur 13 Mao, Tiantian 13 Mi, Ling 13 Omey, Edward 13 Pakes, Anthony G. 13 Robert, Christian Yann 13 Zhang, Zhengjun 12 Asimit, Alexandru V. 12 Einmahl, John H. J. 12 Iksanov, Aleksander M. 12 Kulik, Rafał 12 Li, Haijun 12 Padoan, Simone A. 12 Wang, Yizao 12 Zarepour, Mahmoud 11 Barbe, Philippe 11 Beirlant, Jan 11 Bose, Arup 11 de Vries, Casper George 11 Glynn, Peter W. 11 Guillou, Armelle 11 Hazra, Rajat Subhra 11 Hill, Jonathan B. 11 Reiss, Rolf-Dieter 10 Barakat, Haroon Mohamed 10 Ferreira, Helena 10 Leal de Carvalho Gomes, Maria Ivette 10 Hall, Peter Gavin 10 Hsing, Tailen 10 Joe, Harry 10 Li, Jinzhu 10 Liao, Xin 10 Mandjes, Michel Robertus Hendrikus 10 Molchanov, Ilya S. 10 Rootzén, Holger 9 Balan, Raluca M. 9 Blanchet, Jose H. 9 Cîrstea, Florica-Corina Şt. 9 Clémençon, Stéphan 9 Economou, Antonis 9 Engelke, Sebastian 9 Gardes, Laurent 9 Huang, Shuibo 9 Jakubowski, Adam 9 Lee, Sangyeol 9 Li, Deyuan 9 Mai, Jan-Frederik 9 Maulik, Krishanu 9 Mittnik, Stefan 9 Naveau, Philippe 9 Nešlehová, Johanna G. 9 Perry, David 9 Roy, Parthanil 9 Scheffler, Hans-Peter 9 Willmot, Gordon E. 9 Wintenberger, Olivier 9 Yuen, Kam Chuen 8 Beran, Jan 8 Boxma, Onno Johan 8 Chen, Yiqing 8 Cheng, Shihong 8 Cheung, Eric C. K. 8 Krizmanić, Danijel ...and 2,771 more Authors
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#### Cited in 316 Serials

 215 Stochastic Processes and their Applications 211 Statistics & Probability Letters 193 Extremes 114 Journal of Multivariate Analysis 87 Journal of Statistical Planning and Inference 84 Advances in Applied Probability 83 Journal of Applied Probability 81 Insurance Mathematics & Economics 73 The Annals of Applied Probability 73 Bernoulli 58 Communications in Statistics. Theory and Methods 52 The Annals of Probability 50 Probability Theory and Related Fields 48 Journal of Econometrics 46 The Annals of Statistics 41 Stochastic Models 38 Queueing Systems 36 Journal of Mathematical Analysis and Applications 34 Journal of Theoretical Probability 28 Computational Statistics and Data Analysis 27 Journal of Time Series Analysis 27 Methodology and Computing in Applied Probability 27 Scandinavian Actuarial Journal 25 Annals of the Institute of Statistical Mathematics 25 Statistics 24 Lithuanian Mathematical Journal 22 Econometric Theory 21 Electronic Journal of Statistics 20 Journal of Statistical Physics 20 European Journal of Operational Research 20 Journal of Mathematical Sciences (New York) 20 The Annals of Applied Statistics 15 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 15 Probability in the Engineering and Informational Sciences 14 Metrika 14 Operations Research Letters 14 Journal of the Korean Statistical Society 13 Test 12 Scandinavian Journal of Statistics 12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 12 Journal of Statistical Computation and Simulation 12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 The Canadian Journal of Statistics 11 Applied Mathematics and Computation 11 Statistical Papers 11 ASTIN Bulletin 10 Journal of Computational and Applied Mathematics 10 Dependence Modeling 9 Mathematical and Computer Modelling 9 Annals of Operations Research 9 Communications in Statistics. Simulation and Computation 9 Electronic Journal of Probability 9 Journal of Nonparametric Statistics 9 Journal of Applied Statistics 9 Acta Mathematica Sinica. English Series 9 Quantitative Finance 8 Physica A 8 Statistica Neerlandica 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 Stochastics 7 Journal of Mathematical Biology 7 Journal of Differential Equations 7 Transactions of the American Mathematical Society 7 Stochastic Analysis and Applications 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Mathematical Notes 6 Mathematical Proceedings of the Cambridge Philosophical Society 6 Theory of Probability and its Applications 6 Journal of Functional Analysis 6 Proceedings of the American Mathematical Society 6 Econometric Reviews 6 Economics Letters 6 Applied Mathematics. Series B (English Edition) 6 Mathematical Problems in Engineering 6 Mathematical Methods of Operations Research 6 North American Actuarial Journal 6 Journal of Statistical Theory and Practice 6 Sankhyā. Series A 5 Communications in Mathematical Physics 5 Journal of the American Statistical Association 5 Kybernetika 5 Naval Research Logistics 5 Journal of Information & Optimization Sciences 5 Journal of Economic Dynamics & Control 5 Computational Statistics 5 Journal of Inequalities and Applications 5 Statistical Inference for Stochastic Processes 5 Journal of Statistical Mechanics: Theory and Experiment 5 Statistical Methodology 5 AStA. Advances in Statistical Analysis 5 Science China. Mathematics 5 Journal of Probability and Statistics 5 Statistics and Computing 5 Statistics & Risk Modeling 4 Computers & Mathematics with Applications 4 Israel Journal of Mathematics 4 Moscow University Mathematics Bulletin 4 ZAMP. Zeitschrift für angewandte Mathematik und Physik 4 Chaos, Solitons and Fractals 4 Journal of Economic Theory ...and 216 more Serials
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#### Cited in 50 Fields

 1,874 Probability theory and stochastic processes (60-XX) 1,446 Statistics (62-XX) 407 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 176 Operations research, mathematical programming (90-XX) 132 Numerical analysis (65-XX) 77 Partial differential equations (35-XX) 62 Statistical mechanics, structure of matter (82-XX) 54 Computer science (68-XX) 47 Biology and other natural sciences (92-XX) 35 Combinatorics (05-XX) 35 Dynamical systems and ergodic theory (37-XX) 31 Real functions (26-XX) 22 Systems theory; control (93-XX) 20 Measure and integration (28-XX) 17 Geophysics (86-XX) 15 Linear and multilinear algebra; matrix theory (15-XX) 15 Ordinary differential equations (34-XX) 15 Functional analysis (46-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 10 Operator theory (47-XX) 9 Integral transforms, operational calculus (44-XX) 9 Convex and discrete geometry (52-XX) 7 Information and communication theory, circuits (94-XX) 6 Mechanics of deformable solids (74-XX) 6 Fluid mechanics (76-XX) 5 Number theory (11-XX) 5 Difference and functional equations (39-XX) 5 Approximations and expansions (41-XX) 4 Functions of a complex variable (30-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Sequences, series, summability (40-XX) 4 Algebraic topology (55-XX) 4 Quantum theory (81-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Group theory and generalizations (20-XX) 3 Integral equations (45-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Potential theory (31-XX) 2 Mechanics of particles and systems (70-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Category theory; homological algebra (18-XX) 1 Special functions (33-XX) 1 Abstract harmonic analysis (43-XX) 1 Geometry (51-XX) 1 Differential geometry (53-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX)